Anic Equity¶

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Total return since start: 0.658 %¶

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Equity now: -----------------------------> 50653.48 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43293.01 Kr¶

PnL: ---------------------------------------> -409.58 Kr¶

DD now: ---------------------------------> -4.644 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 16:25:38.874641'

Anic Portfolio¶

Today¶

Return: -0.193 %¶

This Week¶

Return: -0.193 %¶

Total portfolio value¶

Return including deposits: 65.826 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.490000 2075.700000 34.850000 1.710000 2040.850000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Hexagon B 26 -0.640000 3430.700000 19.500000 0.570000 3411.200000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Vitec Software Group B 2 -0.890000 1116.000000 15.000000 1.360000 1101.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
HEXPOL B 8 -0.080000 964.000000 8.800000 0.920000 955.200000
Platzer Fastigheter Holding B 12 -0.620000 956.400000 7.200000 0.760000 949.200000
Sagax B 4 -1.420000 889.600000 6.400000 0.720000 883.200000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
Hexatronic Group 15 2.170000 1073.700000 6.000000 0.560000 1067.700000
Hennes & Mauritz B 6 -0.630000 914.520000 4.560000 0.500000 909.960000
AcadeMedia 20 -0.690000 977.600000 2.000000 0.210000 975.600000
ASSA ABLOY B 4 -1.310000 992.400000 1.600000 0.160000 990.800000
SKF B 5 -1.240000 979.250000 1.250000 0.130000 978.000000
Sandvik 4 -1.490000 845.600000 0.000000 0.000000 845.600000
Latour B 4 -3.040000 854.000000 0.000000 0.000000 854.000000
Atrium Ljungberg B 5 -0.880000 900.500000 -1.000000 -0.110000 901.500000
Biotage 1 -7.600000 145.800000 -1.700000 -1.150000 147.500000
BHG Group 109 -5.670000 1414.820000 -4.360000 -0.310000 1419.180000
Addnode Group B 7 -3.020000 898.100000 -4.900000 -0.540000 903.000000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
BioGaia B 8 -2.270000 896.800000 -5.600000 -0.620000 902.400000
EQT 4 -2.390000 864.400000 -6.400000 -0.730000 870.800000
OX2 12 -3.910000 898.800000 -7.800000 -0.860000 906.600000
Alimak Group 12 -0.950000 996.000000 -8.400000 -0.840000 1004.400000
JM 7 -2.770000 935.200000 -12.600000 -1.330000 947.800000
Gränges 10 2.710000 1022.000000 -14.000000 -1.350000 1036.000000
Vitrolife 3 -3.080000 661.800000 -15.200000 -2.250000 677.000001
Byggmax Group 33 -3.160000 949.080000 -15.840000 -1.640000 964.920000
Catena 2 -2.000000 786.000000 -17.600000 -2.190000 803.600000
Investor B 3 -2.270000 639.900000 -18.100000 -2.750000 657.999999
Creaspac SPAC 40 -0.630000 3804.000000 -20.000000 -0.520000 3824.000000
Hoist Finance 36 -2.700000 972.000000 -36.000000 -3.570000 1008.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Sedana Medical 93 -2.200000 2643.060000 -340.520000 -11.410000 2983.577733
TOTAL 43293.010000 -409.580000 -4.64393% 43702.591732

Updated:¶

'2023-06-19 16:25:55.672909'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶